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Stichting Pensioenfonds Zorg en Welzijn

PRI reporting framework 2020

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You are in Direct - Listed Equity Incorporation » ESG incorporation in actively managed listed equities » Implementation processes » (C) Implementation: Integration of ESG factors

C) 実施: 統合

LEI 08. Review ESG issues while researching companies/sectors

08.1. E・S・Gの各要因が投資分析の一環として体系的に調査されている、アクティブ運用の上場株式ポートフォリオの割合を記載してください。








08.2. 補足情報 [任意]

The portfolio management team of the impact investments systematically include an assessment of ESG risks in each of the companies they invest in. They do a thorough analysis and use their ESG questionnaire and tool in the process to assess this.

The SES team explores the possibilities for ESG integration in multifactor models. Candidate ESG factors are assessed based on their relationships to other factors in the model, their potential to add value to the investment process, and their potential to improve the ESG profile of the portfolio on top of its financial characteristics. Depending on the outcome of such an evaluation ESG factors are considered for addition to the model.

Also, we adjust the Alternative Equity benchmark by removing the same CO2-intensive companies within the most polluting sectors: utilities, energy and materials . Using the multi-factor construct supplied by our benchmark provider, the desired exposure by factor is achieved for the remaining universe in the index. Implementation is based on a CO2 budget: the portfolio manager is given a maximum CO2 intensity limit that is to be met by the portfolio.



LEI 09. Processes to ensure integration is based on robust analysis

09.1. ESG統合が徹底した分析に基づいていることを確実にするために、組織が使用しているプロセスを記載してください。

09.2. 組織の統合戦略の一環で包括的ESG調査の対象になるアクティブ運用上場株式の割合を記載してください。

09.3. ESG統合戦略に使われる第三者のESG評価が更新される頻度を示してください。

09.4. ESG統合戦略に使われる組織内調査を見直す頻度を示してください。

09.5. ポートフォリオ・マネージャーがどのようにしてESG情報を保有し、使っているのか説明してください。

09.6. 補足情報 [任意]

LEI 10. Aspects of analysis ESG information is integrated into (Private)